We spotted Linda Cardellini, who plays Don Draper’s paramour Sylvia Rosen on Mad Men, at Clinique’s party on Tuesday, and we just had to ask what it was like shooting that scene, the one where Sally walked in on them in a compromising position.

Cardellini laughed. It was as difficult for her to talk about as it was for us to watch. “Well, the good news is that Sally didn’t have to actually . . . ” she began. “Didn’t actually . . . ” she said again, and then went with: “We weren’t doing exactly what we were doing in our shot when it was Sally’s side of the coverage, you know? We were very close, but we both had our pants on,” Cardellini explained. “But, you know, it’s such a great, juicy detail of the story, but it’s such a horrible thing for a little girl to see, so there are mixed emotions about it.”

We mentioned that people were actually psychoanalyzing Sally the next day, trying to ascertain how this traumatic experience would affect her in the future (despite the fact that, you know, she’s a fictional character, so won’t actually “grow up,” so to speak).

Sylvia Rosen and Don Draper., Jordin Althaus/AMC

“I know,” Cardellini said. “The funny thing is, there could be a whole series about what her childhood has done to her, much like what Don’s childhood has done to him. I think fans are very good at theorizing and sort of coming up with these alternate storylines. I think that would be an interesting alternate storyline, what her childhood does to her.”

Cardellini and Jon Hamm were in a fairly serious frame of mind while doing that scene, because of its nature. “It’s heavy, and hot and heavy, so we were pretty cognizant of its meaning in the script,” she told VF Daily. “And also, to go from doing something that’s incredibly intimate to sort of having this rage at myself—and this heartbreak for the nightmare that has just occurred.”

Then there was that other, earlier, kinky scene when Don forced Sylvia, psychologically, at least, to stay in a hotel room for several days, just waiting for him to return.

“You know, those scenes are so much fun to play as an actor—they’re written with so much tension, and it’s so beneath the surface, and all the things that are going on,” Cardellini said. “It’s so deeply structured that it’s fun to play all of those things that are physically very forward, but inward, there’s a lot more going on.”

John Slattery directed that particular episode, Cardellini said, which made it especially nice because she had recently done a film with him, called Return. “[We] had known each other beforehand, and we had a love scene in the film,’’ she explained. “So we were very comfortable with broaching [that], you know, being very professional, and being very, I don’t know—considerate in that circumstance,” she added. “It was really fun to have him there, especially somebody I’m familiar with.”